+47.4%
JHX vs ZCMD
-99.9%
+147.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.3% | +8.3% |
| 7D | +13.3% | -13.3% | +26.6% | +13.3% |
| 30D | +17.1% | -49.6% | +66.8% | +17.0% |
| 3M | +4.1% | -54.6% | +58.7% | +4.0% |
| 6M | +48.5% | -99.8% | +148.3% | +55.9% |
| YTD | +42.3% | -99.9% | +142.1% | +50.0% |
| 1Y | +47.4% | -99.9% | +147.3% | +64.8% |
| All | +47.4% | -99.9% | +147.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling